Wavelet-Based entropy measures to characterize two-dimensional fractional brownian fields

Orietta Nicolis, Jorge Mateu, Javier E. Contreras-Reyes

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)

Abstract

The aim of this work was to extend the results of Perez et al. (Physica A (2006), 365 (2), 282-288) to the two-dimensional (2D) fractional Brownian field. In particular, we defined Shannon entropy using the wavelet spectrum from which the Hurst exponent is estimated by the regression of the logarithm of the square coefficients over the levels of resolutions. Using the same methodology. we also defined two other entropies in 2D: Tsallis and the Renyi entropies. A simulation study was performed for showing the ability of the method to characterize 2D (in this case, α = 2) self-similar processes.

Original languageEnglish
Article number196
JournalEntropy
Volume22
Issue number2
DOIs
Publication statusPublished - 1 Feb 2020

Keywords

  • Fractional brownian motion
  • Rényi entropy
  • Shannon entropy
  • Tsallis entropy
  • Wavelets

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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